Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51610.68 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48411.62 Kr¶

PnL: ---------------------------------------> -675.95 Kr¶

DD now: ---------------------------------> -0.642 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:26:56.076475'

Anic Portfolio¶

This Week¶

Return: 8.592 %¶

Total¶

Return: 68.96 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.740000 776.200000 103.200000 15.330000 673.000000
Nordea Bank Abp 29 -0.100000 3531.620000 77.620000 2.250000 3453.999992
SAAB B 8 -0.140000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Fasadgruppen Group 38 1.660000 4180.000000 39.000000 0.940000 4140.999992
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
Resurs Holding 22 0.360000 611.160000 37.160000 6.470000 573.999998
AcadeMedia 12 -0.890000 589.200000 32.200000 5.780000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.990000 379.300000 24.300000 6.850000 355.000000
HEBA B 70 -2.310000 2660.000000 24.000000 0.910000 2636.000010
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.260000 540.800000 13.800000 2.620000 527.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.830000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 247.680000 1.680000 0.680000 246.000000
Coor Service Management Hold. 8 0.450000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 -1.410000 570.960000 0.960000 0.170000 570.000000
Handelsbanken A 5 0.140000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 -2.750000 578.970000 -4.030000 -0.690000 582.999984
Corem Property Group B 59 -2.540000 566.700000 -10.300000 -1.790000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.880000 1630.800000 -23.200000 -1.400000 1653.999996
Essity B 2 -0.910000 545.000000 -29.000000 -5.050000 574.000000
International Petroleum Corp. 5 -1.140000 564.000000 -30.570000 -5.140000 594.565215
CTEK 13 -1.280000 499.980000 -34.020000 -6.370000 533.999999
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -3.610000 547.200000 -65.800000 -10.730000 612.999432
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -1.170000 1761.100000 -227.900000 -11.460000 1989.000002
Axfood 15 0.440000 4063.500000 -236.500000 -5.500000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48411.620000 -675.950000 -0.64242% 49087.564636

Updated:¶

'2023-01-31 17:26:25.157101'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶